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by roxanac
Fri May 20, 2011 12:14 am
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7583

Re: SVAR Blanchard and Perotti 2002

Hi,

I managed to do it by setting an AB model by imposing short run restrictions .Howhever my IRF when choosing Analytic and Structural Decomposition are flat.
I can not figure out what I did wrong .

Can you please advise me ?

Thank you,
Roxana
by roxanac
Fri May 06, 2011 3:24 am
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7583

SVAR Blanchard and Perotti 2002

Hi , I am trying to estimate a 5 variable SVAR following Blanchard and Perotti (2002) (AN EMPIRICAL CHARACTERIZATION OF THE DYNAMIC EFFECTS OF CHANGES IN GOVERNMENT SPENDING AND TAXES ON OUTPUT ) and Perotti (2004). Do you happen to now if I can do it in Eviews 7 ?Is there an example on how I should...

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